From bb87c9576a735fe9827db0d27d180b47f9884161 Mon Sep 17 00:00:00 2001 From: Bertrand Date: Tue, 12 Apr 2016 16:58:43 +0000 Subject: suite nettoyage, écriture exemple normale rqmc, transformation de la fonction monte_carlo en quasi_mean MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- src/rqmc.hpp | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) (limited to 'src/rqmc.hpp') diff --git a/src/rqmc.hpp b/src/rqmc.hpp index 1b33713..03f7e81 100644 --- a/src/rqmc.hpp +++ b/src/rqmc.hpp @@ -56,7 +56,7 @@ mean(int n, VA X){ //Les classes de monte-Carlo template -std::vector monte_carlo(int n, L X) +std::vector quasi_mean(int n, L X, double p=0.05) { std::vector result(3,0); double x; @@ -67,14 +67,14 @@ std::vector monte_carlo(int n, L X) } result[0] /= (double) n; result[1] = (result[1] - n*result[0]*result[0])/(double)(n-1); - result[2] = 1.96*sqrt(result[1]/(double) n); + result[2] = gsl_cdf_gaussian_Pinv(1-p/2,1)*sqrt(result[1]/(double) n); return result; }; template -std::vector monte_carlo(int n, Fct f, L X) +std::vector quasi_mean(int n, Fct f, L X, double p=0.05) { - return monte_carlo(n, compose(f, X)); + return quasi_mean(n, compose(f, X), p); }; //Les classes de quasi-mean -- cgit v1.2.3-70-g09d2